+628.3%
AGNC vs PHM
+920.3%
-292.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -4.7% | -5.0% | +0.3% | -3.5% |
| 30D | -5.7% | -8.4% | +2.8% | -3.6% |
| 3M | +1.9% | -4.4% | +6.3% | +2.8% |
| 6M | +1.8% | -3.7% | +5.5% | +2.4% |
| YTD | +3.4% | +1.3% | +2.2% | +2.5% |
| 1Y | +13.6% | -14.0% | +27.6% | +17.0% |
| 3Y | +60.4% | +48.1% | +12.2% | +42.3% |
| 5Y | +27.0% | +158.8% | -131.8% | -2.8% |
| 10Y | +83.1% | +562.8% | -479.7% | +9.5% |
| All | +628.3% | +920.3% | -292.0% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling